It's a bit of a hassle right now. Here's what I did:
First, download the file UTN-USERFirst-Object.crt file from the URL you provided.
Then, install ie6 with winetricks:
$ wget 'http://kegel.com/wine/winetricks'
$ sh winetricks ie6
Then open the Internet Explorer control panel:
$ wine control
These next instructions assume you're using English, you'll have to choose appropriate controls in your own locale if you're not.
Double-click on the "Internet Options" icon, then the "Content" tab, then on the "Certificate..." button. This will bring up a kinda complicated dialog box. Click on "Import..." to open the Certificate Import Wizard.
Click "Next".
Click "Browse...", then open the UTN-USERFirst-Object.crt file you downloaded in the first step. Click "Next".
Select "Automatically select certificate store" and click "Next".
Click "Finish".
At this point, a "The import was successful." dialog should appear. Click "OK". This will return you to the complicated "Certificates" dialog.
To verify it was imported successfully, click on the "Trusted Root Certification Authorities" tab, and scroll through the list. The UTN-USERFirst-Object certificate should now be in the list.
Hope that helps!